Well, the powdery stuff is quite similar to non-dairy creamer and thus is extremely delicious but also very very bad for your health, as they contain hydrogenated or even partially hydrogenated oils: thus may well contain trans fats!
personally, I always ask them to make it without any powders "no non-dairy creamers". in this case they'll use condensed milk or whole milk which is still bad for you but not as bad as trans fats.
Anyway, this is almost the same problem as finishing your drink and only having ice left —for those of us who chew ice.